Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621): Difference between revisions

@@ Property / author @@
-Chao Chen
@@ Property / author: Chao Chen / rank @@
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@@ Property / author @@
+Chao Chen
@@ Property / author: Chao Chen / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
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@@ Property / zbMATH DE Number @@
+6349083
@@ Property / zbMATH DE Number: 6349083 / rank @@
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@@ Property / zbMATH Keywords @@
+Malliavin calculus
@@ Property / zbMATH Keywords: Malliavin calculus / rank @@
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@@ Property / zbMATH Keywords @@
+fractional Clark-Ocone formula
@@ Property / zbMATH Keywords: fractional Clark-Ocone formula / rank @@
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@@ Property / zbMATH Keywords @@
+Knight's theorem
@@ Property / zbMATH Keywords: Knight's theorem / rank @@
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@@ Property / zbMATH Keywords @@
+Tanaka formula
@@ Property / zbMATH Keywords: Tanaka formula / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2012.01.008
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@@ Property / OpenAlex ID @@
+W2046702178
@@ Property / OpenAlex ID: W2046702178 / rank @@
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@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Hölder properties of local times for fractional Brownian motions
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@@ Property / cites work @@
+On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
+Normal rank
@@ Property / cites work @@
+Tanaka formula for the fractional Brownian motion.
+Normal rank
@@ Property / cites work @@
+Itô's formula with respect to fractional Brownian motion and its application
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
+Normal rank
@@ Property / cites work @@
+Weighted Local Time for Fractional Brownian Motion and Applications to Finance
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:457621